Recency Biased Causal Attention for Time-series Forecasting

Published in AISTATS 2026, 2026

Recommended citation: K. Hegazy, M. W. Mahoney, N. B. Erichson. (2026). "Recency Biased Causal Attention for Time-series Forecasting." AISTATS. https://virtual.aistats.org/virtual/2026/poster/13795

A simple mechanism that introduces recency bias into Transformer attention by reweighting scores with a smooth heavy-tailed decay.

  • Strengthens local temporal dependencies without sacrificing longer-range flexibility.
  • Aligns Transformer attention more closely with the read–ignore–write operations of RNNs.
  • Achieves competitive or superior performance on challenging time-series forecasting benchmarks.